Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51611.42 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48412.36 Kr¶

PnL: ---------------------------------------> -675.21 Kr¶

DD now: ---------------------------------> -0.641 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 17:24:49.541558'

Anic Portfolio¶

Today¶

Return: -0.553 %¶

This Week¶

Return: 8.593 %¶

Total¶

Return: 68.963 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.740000 776.200000 103.200000 15.330000 673.000000
Nordea Bank Abp 29 -0.080000 3532.200000 78.200000 2.260000 3453.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.300000 3416.800000 39.800000 1.180000 3377.000000
Fasadgruppen Group 38 1.660000 4180.000000 39.000000 0.940000 4140.999992
HEBA B 70 -1.800000 2674.000000 38.000000 1.440000 2636.000010
Swedbank A 3 1.780000 601.500000 37.500000 6.650000 564.000000
Resurs Holding 22 0.180000 610.060000 36.060000 6.280000 573.999998
AcadeMedia 12 -0.890000 589.200000 32.200000 5.780000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -1.020000 379.200000 24.200000 6.820000 355.000000
Norva24 Group 16 1.440000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.300000 541.000000 14.000000 2.660000 527.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.830000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 0.450000 533.600000 1.600000 0.300000 532.000000
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Securitas B 6 -1.410000 570.960000 0.960000 0.170000 570.000000
Handelsbanken A 5 0.140000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 -2.750000 578.970000 -4.030000 -0.690000 582.999984
Corem Property Group B 59 -2.590000 566.400000 -10.600000 -1.840000 576.999999
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -1.240000 1624.800000 -29.200000 -1.770000 1653.999996
Essity B 2 -0.980000 544.600000 -29.400000 -5.120000 574.000000
International Petroleum Corp. 5 -1.400000 562.500000 -32.070000 -5.390000 594.565215
CTEK 13 -1.280000 499.980000 -34.020000 -6.370000 533.999999
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -3.610000 547.200000 -65.800000 -10.730000 612.999432
Beijer Electronics Group 27 -1.240000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 -1.170000 1761.100000 -227.900000 -11.460000 1989.000002
Axfood 15 0.480000 4065.000000 -235.000000 -5.470000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48412.360000 -675.210000 -0.64099% 49087.564636

Updated:¶

'2023-01-31 17:25:02.864977'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶